Den som er med på leken, må tåle steken
"If you're in the game, you must be able to take the heat" (Thanks, arj). This is what kids in the playground say when another kid starts crying. If you joined the game, you should realise that you could get hurt. Equivalent to "If you can't stand the heat, get out of the kitchen" (thanks, lintilla).

Den som graver en grav for andre, faller ofte i den selv
"He who digs a grave for others, falls often in it himself."

Å kjøpe katta i sekken
"To buy the cat in the bag." Equivalent to buying a pig in a poke, i.e. to get less than you bargained for. See pig in a poke to see the connection to "letting the cat out of the bag."